Non-Stationary Dynamic Factor Models for Large Datasets

-

Econometrics Seminar
University of Pennsylvania

3718 Locust Walk
410 McNeil

Philadelphia, PA
19104

United States

(Joint work with Matteo Barigozzi and Marco Lippi)

Sign up

 More on Matteo Luciani

Matteo Luciani

Board of Governors of the Federal Reserve Bank

Download Paper